+318.6%
KGC vs ALHC
+21.9%
+296.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.9% | +5.9% | +3.2% |
| 7D | +10.5% | +1.0% | +9.5% | +10.4% |
| 30D | -4.1% | -14.2% | +10.1% | -3.3% |
| 3M | -13.1% | -45.1% | +32.1% | -10.2% |
| 6M | -27.5% | -59.5% | +32.0% | -24.1% |
| YTD | -20.7% | -62.8% | +42.1% | -16.8% |
| 1Y | -6.1% | -55.5% | +49.4% | -2.3% |
| 3Y | +318.6% | +25.7% | +292.9% | +332.6% |
| All | +318.6% | +21.9% | +296.7% | +332.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling